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"An efficient unified approach for spread option pricing in a copula market ..."

Edoardo Berton, Lorenzo Mercuri (2024)

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DOI: 10.1007/S10479-023-05549-2

access: closed

type: Journal Article

metadata version: 2024-05-31

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Edoardo Berton, Lorenzo Mercuri:
An efficient unified approach for spread option pricing in a copula market model. Ann. Oper. Res. 336(1-2): 307-329 (2024)

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